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Morgan Stanley Call 112 ABL 20.12.../  DE000MB09TV5  /

EUWAX
7/9/2024  8:07:54 PM Chg.-0.030 Bid10:00:33 PM Ask10:00:33 PM Underlying Strike price Expiration date Option type
0.250EUR -10.71% -
Bid Size: -		 -
Ask Size: -		 ABBOTT LABS 112.00 - 12/20/2024 Call
 

Master data

WKN: MB09TV
Issuer: Morgan Stanley
Currency: EUR
Underlying: ABBOTT LABS
Type: Warrant
Option type: Call
Strike price: 112.00 -
Maturity: 12/20/2024
Issue date: 11/8/2022
Last trading day: 12/20/2024
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 32.51
Leverage: Yes

Calculated values

Fair value: 0.04
Intrinsic value: 0.00
Implied volatility: 0.32
Historic volatility: 0.16
Parity: -1.77
Time value: 0.29
Break-even: 114.90
Moneyness: 0.84
Premium: 0.22
Premium p.a.: 0.55
Spread abs.: 0.02
Spread %: 7.41%
Delta: 0.26
Theta: -0.02
Omega: 8.61
Rho: 0.10
 

Quote data

Open: 0.270
High: 0.270
Low: 0.250
Previous Close: 0.280
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -13.79%
1 Month
  -47.92%
3 Months
  -72.22%
YTD
  -72.22%
1 Year
  -76.19%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.290 0.260
1M High / 1M Low: 0.530 0.260
6M High / 6M Low: 1.550 0.260
High (YTD): 3/8/2024 1.550
Low (YTD): 7/4/2024 0.260
52W High: 3/8/2024 1.550
52W Low: 7/4/2024 0.260
Avg. price 1W:   0.278
Avg. volume 1W:   0.000
Avg. price 1M:   0.352
Avg. volume 1M:   0.000
Avg. price 6M:   0.786
Avg. volume 6M:   1,699.102
Avg. price 1Y:   0.771
Avg. volume 1Y:   1,622.761
Volatility 1M:   179.52%
Volatility 6M:   145.26%
Volatility 1Y:   132.12%
Volatility 3Y:   -